Dollar Funding Fragility and Non-U.S. Global Banks
Global non-U.S. banks have significant dollar exposure both on and off their balance sheet. This paper develops a model to analyze their adjustment to dollar funding shocks, whether from reduced direct lending or external dollar shortages.
Authors
- J. Scott Davis (ORCID: https://orcid.org/0000-0002-8522-8826)
- Philippe Bacchetta (ORCID: https://orcid.org/0000-0001-9233-5040)
Publication Details
- Journal
- Federal Reserve Bank of Dallas, Working Papers
- Published
- 2025-08-01
- DOI
- https://doi.org/10.24149/wp2531
- Primary Topic
- Banking stability, regulation, efficiency
- Type
- article
- Field-Weighted Citation Impact
- 0.00